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Comparison of Hamming error (see Eq. 18) computed from the same nine simulated data sets as above. The VB inference methods tend to overestimate the number of states and therefore have much larger Hamming error.
| Dataset | 1 | 2 | 3 | 4 | 5 |
|---|---|---|---|---|---|
| HMM (Gibbs) | 9 | 401 | 13 | 24 | 615 |
| HMM (VB) | 166 | 290 | 295 | 123 | 124 |
| HDP-HMM (Gibbs) | 2 | 3 | 5 | 1 | 6 |
| HDP-HMM (HMC) | 3 | 4 | 3 | 2 | 4 |
| HDP-HMM (EB) | 1 | 3 | 2 | 3 | 12 |
| HDP-HMM (VB) | 432 | 586 | 340 | 264 | 675 |
